A DIAGNOSTIC-TEST WITHOUT NUMERICAL-INTEGRATION

被引：1
作者：
AI, CR
CASSOU, SP
机构：
[1] Department of Economics, State University of New York, Stony Brook
来源：
ECONOMICS LETTERS | 1993年 / 42卷 / 2-3期
关键词：
D O I：
10.1016/0165-1765(93)90049-I
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper describes a testing procedure for non-nested hypotheses for models requiring high-dimensional integration. Independent and unbiased simulators replace the integrals. The procedure is computationally simple and is not influenced by the asymptotic distribution of the parameter estimates.
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页码：129 / 132
页数：4
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